I have a discrete choice model to estimate for a client that I
originally planned to estimate as an aggregate model using clogit. Now
the client is asking for results for many segments of the respondents
which would mean, if I stayed with my original plan, I would have to
estimate a large number of models. I could certainly do this, but I'm
thinking that it would be better to estimate a Hierarchical Bayes model
to get coefficients for each individual respondent. This way, I could
pull put the people I need for a particular segment and use just those
coefficients. Sawtooth's program for MaxDiff can do this. Is there any
Stata program to do an HB estimation for a discrete choice (logit) model?